+11.3%
IVV vs HAS
+63.0%
-51.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -0.6% | +3.3% | -3.9% | -0.9% |
| 30D | -3.7% | +30.5% | -34.2% | -6.4% |
| 3M | -2.7% | +29.9% | -32.6% | -5.5% |
| 6M | +2.2% | +26.5% | -24.3% | -0.4% |
| YTD | +10.9% | +51.9% | -41.0% | +3.3% |
| 1Y | +11.3% | +60.9% | -49.6% | +2.1% |
| All | +11.3% | +63.0% | -51.7% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling